ROL
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ROL::TrustRegionModel_U< Real > Class Template Reference
User Interface » Functional Interface

Provides the interface to evaluate trust-region model functions. More...

#include <ROL_TrustRegionModel_U.hpp>

Inheritance diagram for ROL::TrustRegionModel_U< Real >:

Public Member Functions

virtual ~TrustRegionModel_U ()
 TrustRegionModel_U (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr, ESecantMode mode=SECANTMODE_BOTH)
void initialize (const Vector< Real > &x, const Vector< Real > &g)
void validate (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, ETrustRegionU etr)
virtual void setData (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, Real &tol)
void update (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter)
virtual Real value (const Vector< Real > &s, Real &tol) override
virtual void gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol) override
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual const Ptr< const Vector< Real > > getGradient (void) const
virtual const Ptr< const Vector< Real > > getIterate (void) const
virtual const Ptr< Objective< Real > > getObjective (void) const
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual ~Objective ()
 Objective ()
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update objective function.
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function.
virtual Real value (const Vector< Real > &x, Real &tol)=0
 Compute value.
virtual void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector.
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector.
virtual void prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 Compute the proximity operator.
virtual void proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
 Apply the Jacobian of the proximity operator.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< std::vector< Real > > checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference proximity operator Jacobian-applied-to-vector check.
virtual void setParameter (const std::vector< Real > &param)

Protected Member Functions

void applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const

Private Attributes

Ptr< Objective< Real > > obj_
Ptr< const Vector< Real > > x_
Ptr< const Vector< Real > > g_
Ptr< Vector< Real > > dual_
Real tol_
Ptr< Secant< Real > > secant_
bool useSecantPrecond_
bool useSecantHessVec_

Detailed Description

template<typename Real>
class ROL::TrustRegionModel_U< Real >

Provides the interface to evaluate trust-region model functions.

ROL::TrustRegionModel_U provides the interface to implement a number of trust-region models for unconstrained and constrained optimization. The default implementation is the standard quadratic trust region model for unconstrained optimization.

Definition at line 32 of file ROL_TrustRegionModel_U.hpp.

Constructor & Destructor Documentation

◆ ~TrustRegionModel_U()

template<typename Real>
virtual ROL::TrustRegionModel_U< Real >::~TrustRegionModel_U ( )
inlinevirtual

Definition at line 79 of file ROL_TrustRegionModel_U.hpp.

◆ TrustRegionModel_U()

template<typename Real>
ROL::TrustRegionModel_U< Real >::TrustRegionModel_U ( ParameterList & list,
const Ptr< Secant< Real > > & secant = nullPtr,
ESecantMode mode = SECANTMODE_BOTH )
inline

Definition at line 81 of file ROL_TrustRegionModel_U.hpp.

References g_, obj_, secant_, ROL::SecantFactory(), ROL::SECANTMODE_BOTH, useSecantHessVec_, useSecantPrecond_, and x_.

Member Function Documentation

◆ applyHessian()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::applyHessian ( Vector< Real > & hv,
const Vector< Real > & v,
Real & tol )
inlineprotected

Definition at line 47 of file ROL_TrustRegionModel_U.hpp.

References obj_, secant_, tol_, useSecantHessVec_, and x_.

Referenced by gradient(), hessVec(), and value().

◆ applyInvHessian()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::applyInvHessian ( Vector< Real > & hv,
const Vector< Real > & v,
Real & tol )
inlineprotected

Definition at line 56 of file ROL_TrustRegionModel_U.hpp.

References obj_, secant_, tol_, useSecantHessVec_, and x_.

Referenced by invHessVec().

◆ applyPrecond()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::applyPrecond ( Vector< Real > & Pv,
const Vector< Real > & v,
Real & tol )
inlineprotected

Definition at line 65 of file ROL_TrustRegionModel_U.hpp.

References obj_, secant_, tol_, useSecantPrecond_, and x_.

Referenced by precond().

◆ initialize()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::initialize ( const Vector< Real > & x,
const Vector< Real > & g )
inline

Definition at line 91 of file ROL_TrustRegionModel_U.hpp.

References ROL::Vector< Real >::clone(), and dual_.

◆ validate()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::validate ( Objective< Real > & obj,
const Vector< Real > & x,
const Vector< Real > & g,
ETrustRegionU etr )
inline

Definition at line 99 of file ROL_TrustRegionModel_U.hpp.

References ROL::Vector< Real >::clone(), ROL::Objective< Real >::invHessVec(), ROL::ROL::Objective< Real >::Objective(), ROL::ROL_EPSILON(), ROL::TRUSTREGION_U_DOGLEG, ROL::TRUSTREGION_U_DOUBLEDOGLEG, and useSecantHessVec_.

◆ setData()

template<typename Real>
virtual void ROL::TrustRegionModel_U< Real >::setData ( Objective< Real > & obj,
const Vector< Real > & x,
const Vector< Real > & g,
Real & tol )
inlinevirtual

Definition at line 117 of file ROL_TrustRegionModel_U.hpp.

References g_, obj_, ROL::ROL::Objective< Real >::Objective(), tol_, and x_.

Referenced by ROL::TRUtils::initialRadius().

◆ update()

template<typename Real>
void ROL::TrustRegionModel_U< Real >::update ( const Vector< Real > & x,
const Vector< Real > & s,
const Vector< Real > & gold,
const Vector< Real > & gnew,
const Real snorm,
const int iter )
inline

Definition at line 127 of file ROL_TrustRegionModel_U.hpp.

References secant_, useSecantHessVec_, and useSecantPrecond_.

◆ value()

template<typename Real>
virtual Real ROL::TrustRegionModel_U< Real >::value ( const Vector< Real > & s,
Real & tol )
inlineoverridevirtual

Definition at line 138 of file ROL_TrustRegionModel_U.hpp.

References applyHessian(), dual_, and g_.

◆ gradient()

template<typename Real>
virtual void ROL::TrustRegionModel_U< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & s,
Real & tol )
inlineoverridevirtual

Definition at line 145 of file ROL_TrustRegionModel_U.hpp.

References applyHessian(), g_, and ROL::Vector< Real >::plus().

◆ hessVec()

template<typename Real>
virtual void ROL::TrustRegionModel_U< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & s,
Real & tol )
inlineoverridevirtual

Definition at line 150 of file ROL_TrustRegionModel_U.hpp.

References applyHessian().

Referenced by ROL::TypeB::KelleySachsAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::LinMoreAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::ColemanLiAlgorithm< Real >::applyHessian(), ROL::TypeB::LinMoreAlgorithm< Real >::dcauchy(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dcauchy(), ROL::TypeP::TrustRegionAlgorithm< Real >::dcauchy(), ROL::TypeP::TrustRegionAlgorithm< Real >::dncg(), ROL::TypeB::LinMoreAlgorithm< Real >::dprsrch(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple(), ROL::TypeP::TrustRegionAlgorithm< Real >::dspg(), ROL::TypeP::TrustRegionAlgorithm< Real >::dspg2(), ROL::TRUtils::initialRadius(), ROL::CauchyPoint_U< Real >::solve(), ROL::DogLeg_U< Real >::solve(), ROL::DoubleDogLeg_U< Real >::solve(), ROL::SPGTrustRegion_U< Real >::solve(), and ROL::TruncatedCG_U< Real >::solve().

◆ invHessVec()

template<typename Real>
virtual void ROL::TrustRegionModel_U< Real >::invHessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & s,
Real & tol )
inlineoverridevirtual

Definition at line 154 of file ROL_TrustRegionModel_U.hpp.

References applyInvHessian().

Referenced by ROL::DogLeg_U< Real >::solve(), and ROL::DoubleDogLeg_U< Real >::solve().

◆ precond()

template<typename Real>
virtual void ROL::TrustRegionModel_U< Real >::precond ( Vector< Real > & Pv,
const Vector< Real > & v,
const Vector< Real > & s,
Real & tol )
inlineoverridevirtual

Definition at line 158 of file ROL_TrustRegionModel_U.hpp.

References applyPrecond().

Referenced by ROL::TypeB::KelleySachsAlgorithm< Real >::applyFreePrecond(), ROL::TypeB::LinMoreAlgorithm< Real >::applyFreePrecond(), ROL::TypeB::ColemanLiAlgorithm< Real >::applyPrecond(), and ROL::TruncatedCG_U< Real >::solve().

◆ getGradient()

template<typename Real>
virtual const Ptr< const Vector< Real > > ROL::TrustRegionModel_U< Real >::getGradient ( void ) const
inlinevirtual

Definition at line 168 of file ROL_TrustRegionModel_U.hpp.

References g_.

Referenced by ROL::CauchyPoint_U< Real >::solve(), ROL::DogLeg_U< Real >::solve(), ROL::DoubleDogLeg_U< Real >::solve(), ROL::SPGTrustRegion_U< Real >::solve(), and ROL::TruncatedCG_U< Real >::solve().

◆ getIterate()

template<typename Real>
virtual const Ptr< const Vector< Real > > ROL::TrustRegionModel_U< Real >::getIterate ( void ) const
inlinevirtual

Definition at line 172 of file ROL_TrustRegionModel_U.hpp.

References x_.

◆ getObjective()

template<typename Real>
virtual const Ptr< Objective< Real > > ROL::TrustRegionModel_U< Real >::getObjective ( void ) const
inlinevirtual

Definition at line 176 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Member Data Documentation

◆ obj_

template<typename Real>
Ptr<Objective<Real> > ROL::TrustRegionModel_U< Real >::obj_
private

Definition at line 34 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyHessian(), applyInvHessian(), applyPrecond(), getObjective(), setData(), and TrustRegionModel_U().

◆ x_

template<typename Real>
Ptr<const Vector<Real> > ROL::TrustRegionModel_U< Real >::x_
private

Definition at line 35 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyHessian(), applyInvHessian(), applyPrecond(), getIterate(), setData(), and TrustRegionModel_U().

◆ g_

template<typename Real>
Ptr<const Vector<Real> > ROL::TrustRegionModel_U< Real >::g_
private

Definition at line 35 of file ROL_TrustRegionModel_U.hpp.

Referenced by getGradient(), gradient(), setData(), TrustRegionModel_U(), and value().

◆ dual_

template<typename Real>
Ptr<Vector<Real> > ROL::TrustRegionModel_U< Real >::dual_
private

Definition at line 36 of file ROL_TrustRegionModel_U.hpp.

Referenced by initialize(), and value().

◆ tol_

template<typename Real>
Real ROL::TrustRegionModel_U< Real >::tol_
private

Definition at line 37 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyHessian(), applyInvHessian(), applyPrecond(), and setData().

◆ secant_

template<typename Real>
Ptr<Secant<Real> > ROL::TrustRegionModel_U< Real >::secant_
private

Definition at line 39 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyHessian(), applyInvHessian(), applyPrecond(), TrustRegionModel_U(), and update().

◆ useSecantPrecond_

template<typename Real>
bool ROL::TrustRegionModel_U< Real >::useSecantPrecond_
private

Definition at line 40 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyPrecond(), TrustRegionModel_U(), and update().

◆ useSecantHessVec_

template<typename Real>
bool ROL::TrustRegionModel_U< Real >::useSecantHessVec_
private

Definition at line 41 of file ROL_TrustRegionModel_U.hpp.

Referenced by applyHessian(), applyInvHessian(), TrustRegionModel_U(), update(), and validate().

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